+37.9%
NTR vs CLBK
+52.2%
-14.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.3% | -1.5% | +0.2% | -1.1% |
| 30D | +16.8% | -1.0% | +17.8% | +16.9% |
| 3M | +20.7% | +22.9% | -2.2% | +17.6% |
| 6M | +0.5% | +44.2% | -43.7% | -4.4% |
| YTD | +29.2% | +64.0% | -34.8% | +20.0% |
| 1Y | +39.6% | +65.7% | -26.1% | +29.3% |
| 3Y | +37.9% | +54.1% | -16.2% | +26.9% |
| All | +37.9% | +52.2% | -14.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling